TR30 - 4¾% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.869 | Carry: | £0.326 |
|---|---|---|---|---|
| mark-to-model | £104.578 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £105.107 | Variation: | £-0.150 |
| mark-to-model | £104.820 | Unexplained: | £0.017 |